+54.6%
TER vs TOST
-38.4%
+93.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.9% |
| 7D | -20.5% | +9.4% | -29.9% | -22.3% |
| 30D | -47.0% | +13.5% | -60.5% | -48.8% |
| 3M | -43.3% | -0.1% | -43.1% | -43.9% |
| 6M | -42.9% | +22.5% | -65.4% | -47.3% |
| YTD | +12.9% | -2.4% | +15.2% | +9.4% |
| 1Y | +18.2% | -4.7% | +22.9% | +15.3% |
| 3Y | +151.8% | +103.2% | +48.6% | +89.0% |
| All | +54.6% | -38.4% | +93.0% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling